Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.slow.moving.average and PPO.Entry.Slow.Length

BEST PARAMETERS
PPO.Entry.type.of.slow.moving.average = T3
PPO.Entry.Slow.Length = 350
Profit account= 91 (per day adjusted to desire% DD )
Activity = 11.06 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.slow.moving.average = T3 and PPO.Entry.Slow.Length = 350

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
482 491099.00 846.85 80945.35 8 1391 991 -269.8 T3 350 XAUUSD 269.8178 3.7062042 1111.86127 18201.132 21.492746 1.6425577 No
392 188069.56 835.31 36158.09 8 637 442 -120.5 T3 350 USDCHF 120.5270 8.2968984 2489.06953 15603.940 18.680418 0.7625911 No
212 367926.10 842.67 167063.62 8 982 694 -556.9 T3 350 GBPJPY 556.8787 1.7957231 538.71693 6606.934 7.840476 1.1653435 Yes
122 375621.44 835.07 177737.72 9 851 591 -592.5 T3 350 EURJPY 592.4591 1.6878803 506.36410 6340.040 7.592226 1.0190762 Yes
77 64037.88 825.14 36403.28 6 381 282 -121.3 T3 350 EURGBP 121.3443 8.2410156 2472.30469 5277.372 6.395729 0.4617398 No
32 628302.40 845.35 359351.05 10 1228 906 -1197.8 T3 350 AUDUSD 1197.8368 0.8348382 250.45147 5245.309 6.204896 1.4526527 Yes
167 869978.90 834.80 512013.62 12 628 436 -1706.7 T3 350 EURUSD 1706.7121 0.5859219 175.77657 5097.397 6.106130 0.7522760 Yes
437 952061.60 839.08 653617.60 10 769 543 -2178.7 T3 350 USDJPY 2178.7253 0.4589840 137.69519 4369.810 5.207859 0.9164800 Yes
302 1793403.80 841.31 1526456.66 12 1264 942 -5088.2 T3 350 NZDUSD 5088.1889 0.1965336 58.96008 3524.641 4.189467 1.5024188 Yes
347 220437.28 836.18 215399.27 9 520 377 -718.0 T3 350 USDCAD 717.9976 1.3927624 417.82871 3070.168 3.671659 0.6218757 Yes
257 1668372.80 845.68 1661251.37 10 719 521 -5537.5 T3 350 GBPUSD 5537.5046 0.1805868 54.17603 3012.860 3.562648 0.8502034 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 1.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5